CRAN/E | PMwR

PMwR

Portfolio Management with R

Installation

About

Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.

Citation PMwR citation info
enricoschumann.net/PMwR/
git.sr.ht/~enricoschumann/PMwR
gitlab.com/enricoschumann/PMwR
github.com/enricoschumann/PMwR

Key Metrics

Version 0.19-3
R ≥ 3.5
Published 2023-10-19 197 days ago
Needs compilation? no
License GPL-3
CRAN checks PMwR results

Downloads

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Last 7 days 82 -8%
Last 30 days 334 -3%
Last 90 days 916 -22%
Last 365 days 4.364 -8%

Maintainer

Maintainer

Enrico Schumann

es@enricoschumann.net

Authors

Enrico Schumann

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Overview of the PMwR package
Computing Returns
Drawdowns and Streaks
FinTeX
Profit/Loss for Open Positions
Treasury Quotes with 1/32 Fractions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

PMwR archive

Depends

R ≥ 3.5

Imports

NMOF
datetimeutils
fastmatch
orgutils
parallel
textutils
utils
zoo

Suggests

crayon
rbenchmark
tinytest

Reverse Suggests

NMOF